Closed nagakingg closed 1 year ago
A few open questions:
Edit:
The coverage rate went from 76.03%
to 78.08%
:arrow_up:
The branch rate is 64%
.
91.15%
of new lines are covered.
Comparing 3pool sim results before and after the volume limit change. As expected: (a) Old version volume limits are roughly the average of the new version volume limits (b) the results are similar but not exactly the same
Volume Limits Old version: DAI/USDC: 0.000037 DAI/USDT: 0.000037 USDC/USDT: 0.000037
New version: DAI/USDC: 0.000016 DAI/USDT: 0.000022 USDC/USDT: 0.000054
Results Old Version:
New Version:
Description
Updates historical pool volume functionality to use the new Curve Prices API. Pool volume for each token pair is denominated in the pair's quote token, rather than pseudo-dollars, to allow for correct volume limiting for v2 pools. In the volume-limited arbitrage pipeline, volume multipliers are computed for each pair using this data. Volume limiter modes are removed as this method is more accurate than all of the previous modes, which relied on aggregate pool volume across all pairs.
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